+358.4%
AVAV vs EXEL
+461.0%
-102.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.3% | +9.2% | +10.2% |
| 7D | -10.6% | +0.3% | -10.8% | -10.6% |
| 30D | -18.8% | +19.0% | -37.8% | -21.3% |
| 3M | -34.1% | +33.3% | -67.4% | -37.5% |
| 6M | -35.3% | +42.9% | -78.2% | -39.6% |
| YTD | -53.4% | +58.7% | -112.1% | -57.3% |
| 1Y | -65.6% | +70.5% | -136.2% | -68.8% |
| 3Y | -5.1% | +233.8% | -238.9% | -26.4% |
| 5Y | +18.5% | +259.3% | -240.8% | -10.8% |
| All | +358.4% | +461.0% | -102.7% | +171.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling